Agency MBS Transaction Summary
Gross purchases from January 4 through January 10, 2018: $6,657 million
Sales (dollar rolls) from January 4 through January 10, 2018: $0 million
Net purchases from January 4 through January 10, 2018: $6,657 million
All amounts reflect current face
Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |
Maturity
|
Coupon
|
Settlement Month
|
FHLMC
|
FNMA
|
GNMA
|
GNMA2
|
30 Year
|
3.0 |
Feb |
0 |
0 |
0 |
175 |
|
3.5 |
Feb |
1,101 |
1,402 |
0 |
865 |
|
4.0 |
Feb |
802 |
1,019 |
0 |
243 |
|
|
|
|
|
|
|
15 Year
|
2.5 |
Feb |
98 |
146 |
0 |
0 |
|
3.0 |
Feb |
324 |
482 |
0 |
0 |
Total |
|
|
2,325 |
3,049 |
0 |
1,283 |
*Does not include trades associated with small value exercises.
|
|